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Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
作者:
Wang, Xiangyu
;
Xia, Jianming
;
Xu, Zuo Quan
;
Yang, Zhou
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
SSD-minimal
stochastic dominance
Skorokhod lemma
complete market
risk minimizing
Eutrophication in subtropical lakes reinforces the dominance of balanced-variation component in temporal bacterioplankton community heterogeneity by lessening stochastic processes
期刊论文
FEMS MICROBIOLOGY ECOLOGY, 2022, 卷号: 98, 期号: 6
作者:
Jiao, Congcong
;
Zhao, Dayong
;
Zeng, Jin
;
Wu, Qinglong L.
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  |  
浏览/下载:1/0
  |  
提交时间:2023/12/19
Soil pH and moisture govern the assembly processes of abundant and rare bacterial communities in a dryland montane forest
期刊论文
ENVIRONMENTAL MICROBIOLOGY REPORTS, 2021, 页码: 9
作者:
Wang, Jianming
;
Li, Mingxu
;
Li, Jingwen
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  |  
浏览/下载:19/0
  |  
提交时间:2021/11/05
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:
Wang, Xiangyu
;
Xia, Jianming
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  |  
浏览/下载:4/0
  |  
提交时间:2022/04/02
expected utility maximization
stochastic dominance
tail risk management
risk sharing
quantile formulation
Fractional Degree Stochastic Dominance
期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
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  |  
浏览/下载:6/0
  |  
提交时间:2021/01/14
stochastic dominance
risk aversion
risk lovingness
higher-order risk preferences
risk taking
Comment on "Aging Population, Retirement, and Risk Taking"
期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
作者:
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
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  |  
浏览/下载:16/0
  |  
提交时间:2020/09/23
asymptotic stochastic dominance
maximum geometric mean strategy
long-run investment
THE MULTIDIMENSIONAL AUCTIONS WITH ASYMMETRIC SUPPLIERS
期刊论文
JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2020, 卷号: 21, 期号: 5, 页码: 1047-1065
作者:
Chen, Zhe
;
Chen, Guang-Ya
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浏览/下载:8/0
  |  
提交时间:2020/09/23
Multidimensional auctions
asymmetric suppliers
bidding behavior
revenue equivalence
stochastic dominance
Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting
期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 3, 页码: 898-927
作者:
Jin, Hanqing
;
Xia, Jianming
;
Zhou, Xun Yu
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浏览/下载:79/0
  |  
提交时间:2020/01/10
Arrow-Debreu equilibrium
comonotone Pareto optimum
price equilibrium with transfers
probability weighting
rank-dependent utility
state-price density
G11
Portfolio selection under uncertainty by the ordered modular average operator
期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
作者:
Li, Hong-Quan
;
Yi, Zhi-Hong
;
Fang, Yong
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  |  
浏览/下载:47/0
  |  
提交时间:2019/04/02
Aggregation operator
Portfolio selection
The mean-variance model
The ordered modular averages
The ordered weighted averages
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets
期刊论文
ESTUDIOS DE ECONOMIA, 2019, 卷号: 46, 期号: 1, 页码: 5-30
作者:
Zhu, Zhenzhen
;
Bai, Zhidong
;
Vieito, Joao Paulo
;
Wong, Wing-Keung
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/11
Latin American stock markets
randomness
market efficiency
stochastic
dominance
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